The Impact of Foreign Bank Presence on Foreign Direct Investment in China
S. Ongena, S. Qi and F. Qin
Academic Publications
1 jan. 2015
The Impact of Cointegration on Commodity Spread Options
W. Farkas, E. Gourier, R. Huitema, C. Necula
Academic Publications
1 jan. 2015
The Gärtner-Ellis Theorem, Homogenization, and Affine Processes, in Large Deviations and Asymptotic Methods in Finance, Springer Proceedings in Mathematics and Statistics Series, vol. 110,
J. Teichmann, A. Gulisashvili eds. P. Friz, J. Gatheral, A. Gulisashvili, A. Jacquier, J. Teichmann
Academic Publications
1 jan. 2015
The Economic Impact of Merger Control Legislation
S. Ongena, E. Carletti, P. Hartmann
Academic Publications
1 jan. 2015
The Dynamics of Squared Returns Under Contemporaneous Aggregation of GARCH Models
E. Jondeau
Academic Publications
1 jan. 2015
The Demand for Liquid Assets, Corporate Saving, and International Capital Flows
P. Bacchetta, K. Benhima
Academic Publications
1 jan. 2015
Testing for Symmetry and Conditional Symmetry Using Asymmetric Kernels
O. Scaillet, M. Fernandes, E. Mendes
Academic Publications
1 jan. 2015
Super-Exponential Growth Expectations and the Global Financial Crisis
D. Sornette, M. Leiss, H. H. Nax
Academic Publications
1 jan. 2015
Super-Exponential Endogenous Bubbles in an Equilibrium Model of Rational and Noise Traders
D. Sornette, T. Kaizoji, M. Leiss, A. Saichev
Academic Publications
1 jan. 2015
Structured Debt Ratings: Evidence on Conflicts of Interest
H. Hau, M. Efing
Academic Publications
1 jan. 2015
Space-Time Max-Stable Models with Spectral Separability
P. Embrechts, E. Koch and C. Robert
Academic Publications
1 jan. 2015
Sovereign Debt Sustainability in Advanced Economies
M. Habib, J. Rochet, F. Collard
Academic Publications
1 jan. 2015